+384.6%
SAN vs TW
+20.1%
+364.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.1% |
| 7D | +3.3% | -3.5% | +6.8% | +4.0% |
| 30D | +1.1% | +0.5% | +0.6% | +0.9% |
| 3M | +22.2% | +4.9% | +17.3% | +20.1% |
| 6M | +36.0% | -17.1% | +53.1% | +41.2% |
| YTD | +28.2% | -3.9% | +32.1% | +27.2% |
| 1Y | +54.1% | -13.3% | +67.4% | +57.3% |
| 3Y | +354.2% | +20.9% | +333.3% | +311.6% |
| All | +384.6% | +20.1% | +364.5% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling